ldhmm.conditional_prob: Computing the conditional probabilities
In ldhmm: Hidden Markov Model for Financial Time-Series Based on Lambda Distribution
View source: R/ldhmm-conditional_prob.R
ldhmm.conditional_prob R Documentation
Computing the conditional probabilities
Description
This utility computes the conditional probabilities that observation at time t
equals xc, given all observations other than that at time t being the same.
Usage
ldhmm.conditional_prob(object, x, xc)
Arguments
object
an ldhmm object
x
numeric, the observations.
xc
numeric, the conditional observations.
Value
matrix of probabilities, size of xc times size of x.
Author(s)
Stephen H. Lihn
ldhmm documentation built on May 29, 2024, 7:05 a.m.
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View source: R/ldhmm-conditional_prob.R
| ldhmm.conditional_prob | R Documentation |
Computing the conditional probabilities
Description
This utility computes the conditional probabilities that observation at time t equals xc, given all observations other than that at time t being the same.
Usage
ldhmm.conditional_prob(object, x, xc)
Arguments
object |
an ldhmm object |
x |
numeric, the observations. |
xc |
numeric, the conditional observations. |
Value
matrix of probabilities, size of xc times size of x.
Author(s)
Stephen H. Lihn
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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